Diffusive clustering in an infinite system of hierarchically interacting diffusions

Fleischmann K, Greven A (1994)


Publication Language: English

Publication Status: Published

Publication Type: Journal article, Original article

Publication year: 1994

Journal

Publisher: Springer Verlag (Germany)

Book Volume: 98

Pages Range: 517-566

Journal Issue: 4

URI: https://link.springer.com/article/10.1007/BF01192837

DOI: 10.1007/BF01192837

Abstract

We study a countable system of interacting diffusions on the interval [0,1], indexed by a hierarchical group. A particular choice of the interaction guaranties, we are in the diffusive clustering regime. This means clusters of components with values either close to 0 or close to 1 grow on various different scales. However, single components oscillate infinitely often between values close to 0 and close to 1 in such a way that they spend fraction one of their time together and close to the boundary. The processes in the whole class considered and starting with a shift-ergodic initial law have the same qualitative properties (universality). © 1994 Springer-Verlag.

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APA:

Fleischmann, K., & Greven, A. (1994). Diffusive clustering in an infinite system of hierarchically interacting diffusions. Probability Theory and Related Fields, 98(4), 517-566. https://dx.doi.org/10.1007/BF01192837

MLA:

Fleischmann, Klaus, and Andreas Greven. "Diffusive clustering in an infinite system of hierarchically interacting diffusions." Probability Theory and Related Fields 98.4 (1994): 517-566.

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